Nexeo Solutions Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 1.92 | |
| 0.0520 | 4.00 | |
| 0.9571 | 117.88 | |
| -0.0182 | -1.19 |
Estimation Period:
Aug 6, 2014 to Feb 22, 2019
Aug 6, 2014 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
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